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Trade: KSM/USDT/240/RMA/MIDPRICE/1995

Strategy
KSM/USDT/240/RMA/MIDPRICE/1995
Pair
KSM_USDT
Interval
4h
Score
352046
Daily Profit
0.235321
Profit Factor
1.378135
Profitability
45.644599
Streak
4.637801
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 22:18
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434480.0977 344997.7237 89482.374 108536.9552 -1189619.7129 1298156.6681
Total P&L (%) 434.4801 344.9977 89.4824 108.537 -1189.6197 1298.1567
Avg Daily Profit (%) 0.2353 0.1869 0.0485 0.0398 0 0.143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146948 -139177 -95792 -2742555 -3315987 -1120928
Profit Factor 1.3781 1.537 1.1766 1.0077 0.8584 1.2305
Total Trades 287 143 144 287 143 144
Winning Trades 131 55 76 131 55 76
Losing Trades 156 88 68 156 88 68
Profitability (%) 45.6446 38.4615 52.7778 45.6446 38.4615 52.7778
Ratio Avg Win / Avg Loss 1.6411 2.4593 1.0528 1.2001 1.3734 1.101
Largest Winning Trade 134911 134911 39687 867975 867975 642816
Largest Losing Trade -52250 -52250 -34234 -1524227 -1524227 -428391
Avg Bars in Trades 38 40 35 38 40 35
Avg Bars in Winners 48 53 44 48 53 44
Avg Bars in Losers 29 33 25 29 33 25
Bars Traded 10977 5854 5123 10977 5854 5123
Profit Streak 4.6378 0 72.6378 4.6378 0 72.6378
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352046 197631 -152858 -351557 -583773 -546
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600459200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914305996,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            434480.0977475474,
            344997.7237046737,
            89482.3740428736,
            108536.9551612961,
            -1189619.7129424836,
            1298156.6681037792
        ],
        [
            434.480098,
            344.997724,
            89.482374,
            108.536955,
            -1189.619713,
            1298.156668
        ],
        [
            0.235321,
            0.186856,
            0.048465,
            0.039814,
            0,
            0.142966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146948,
            -139177,
            -95792,
            -2742555,
            -3315987,
            -1120928
        ],
        [
            1.378135,
            1.537046,
            1.17663,
            1.007734,
            0.858401,
            1.230484
        ],
        [
            287,
            143,
            144,
            287,
            143,
            144
        ],
        [
            131,
            55,
            76,
            131,
            55,
            76
        ],
        [
            156,
            88,
            68,
            156,
            88,
            68
        ],
        [
            45.644599,
            38.461538,
            52.777778,
            45.644599,
            38.461538,
            52.777778
        ],
        [
            1.641138,
            2.459274,
            1.052774,
            1.20005,
            1.373442,
            1.10096
        ],
        [
            134911,
            134911,
            39687,
            867975,
            867975,
            642816
        ],
        [
            -52250,
            -52250,
            -34234,
            -1524227,
            -1524227,
            -428391
        ],
        [
            38,
            40,
            35,
            38,
            40,
            35
        ],
        [
            48,
            53,
            44,
            48,
            53,
            44
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            10977,
            5854,
            5123,
            10977,
            5854,
            5123
        ],
        [
            4.637801,
            0,
            72.637801,
            4.637801,
            0,
            72.637801
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352046,
            197631,
            -152858,
            -351557,
            -583773,
            -546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600459200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914305996,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)